Handbook home
Fundamentals of Portfolio Management (FNCE90051)
Graduate courseworkPoints: 12.5On Campus (Parkville)
About this subject
- Overview
- Eligibility and requirements
- Assessment
- Dates and times
- Further information
- Timetable(opens in new window)
Contact information
Overview
Availability | July |
---|---|
Fees | Look up fees |
Investment principles, philosophies and processes. Application of modern portfolio theory; capital asset pricing models; equity valuation models and interest rate theory in managing various types of investment portfolios containing cash; and fixed interest securities and equities both domestic and international. Students use investment software to solve practical problems.
Intended learning outcomes
On successful completion of this subject, students should be able to:
- Describe an investment process that is consistent with a given set of beliefs about the efficiency or inefficiency of financial markets;
- Use advanced applications of modern portfolio theory to design portfolios that are well aligned with investors' objectives;
- Apply different types of commercially available factor models to structure portfolios with desirable risk characteristics.
Generic skills
On successful completion of this subject, students should have improved the following generic skills:
- Oral communication
- Written communication
- Collaborative learning
- Problem solving
- Team work
- Statistical reasoning
- Application of theory to practice
- Interpretation and analysis
- Critical thinking
- Synthesis of data and other information
- Evaluation of data and other information
- Using computer software
- Accessing data and other information from a range of sources.
Last updated: 3 November 2022
Eligibility and requirements
Prerequisites
This subject is only available to students enrolled in the Graduate Diploma in Finance, the Master of Finance, and for students in the Master of Management who have completed FNCE90018 Corporate Financial Policy and FNCE90056 Investment Management.
Code | Name | Teaching period | Credit Points |
---|---|---|---|
FNCE90018 | Corporate Financial Policy |
Semester 1 (On Campus - Parkville)
Semester 2 (On Campus - Parkville)
|
12.5 |
FNCE90056 | Investment Management |
Semester 2 (On Campus - Parkville)
Semester 1 (On Campus - Parkville)
|
12.5 |
Corequisites
None
Non-allowed subjects
None
Inherent requirements (core participation requirements)
The University of Melbourne is committed to providing students with reasonable adjustments to assessment and participation under the Disability Standards for Education (2005), and the Assessment and Results Policy (MPF1326). Students are expected to meet the core participation requirements for their course. These can be viewed under Entry and Participation Requirements for the course outlines in the Handbook.
Further details on how to seek academic adjustments can be found on the Student Equity and Disability Support website: http://services.unimelb.edu.au/student-equity/home
Last updated: 3 November 2022
Assessment
Additional details
- 3000 word major project. Due after the conclusion of the teaching period, by no later than two weeks (30%)
- A 2-hour final examination, after the teaching period (70%)
Note: Successful completion of this subject requires a pass (50%) in the final exam.
Last updated: 3 November 2022
Dates & times
- July
Principal coordinator Stephen Easton Mode of delivery On Campus (Parkville) Contact hours 36 hours of lecture - 4 x 3 hour lectures Total time commitment 170 hours Teaching period 1 July 2019 to 21 July 2019 Last self-enrol date 5 July 2019 Census date 12 July 2019 Last date to withdraw without fail 26 July 2019 Assessment period ends 11 August 2019
Time commitment details
Estimated total time commitment of 170 hours per semester
Last updated: 3 November 2022
Further information
- Texts
Prescribed texts
You will be advised of prescribed texts by your lecturer.
- Related Handbook entries
This subject contributes to the following:
Type Name Course Master of Management (Accounting and Finance) Course Graduate Diploma in Finance Course Master of Finance Course Master of Management (Finance) - Available through the Community Access Program
About the Community Access Program (CAP)
This subject is available through the Community Access Program (also called Single Subject Studies) which allows you to enrol in single subjects offered by the University of Melbourne, without the commitment required to complete a whole degree.
Entry requirements including prerequisites may apply. Please refer to the CAP applications page for further information.
- Available to Study Abroad and/or Study Exchange Students
This subject is available to students studying at the University from eligible overseas institutions on exchange and study abroad. Students are required to satisfy any listed requirements, such as pre- and co-requisites, for enrolment in the subject.
Last updated: 3 November 2022